+252.6%
ZETA vs LSCC
+131.3%
+121.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.1% | -4.8% |
| 7D | +2.7% | +1.3% | +1.3% | +2.0% |
| 30D | +15.8% | -9.7% | +25.5% | +19.7% |
| 3M | +35.4% | -23.7% | +59.1% | +45.5% |
| 6M | +67.1% | +26.5% | +40.6% | +41.7% |
| YTD | +54.1% | +57.5% | -3.5% | +16.5% |
| 1Y | +67.8% | +75.7% | -7.9% | +20.3% |
| 3Y | +311.4% | +19.5% | +292.0% | +228.0% |
| 5Y | +324.8% | +83.8% | +241.0% | +134.7% |
| All | +252.6% | +131.3% | +121.3% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling